+104.1%
IT vs TYL
+115.8%
-11.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.0% | -0.6% | -2.5% |
| 7D | -6.0% | -3.7% | -2.4% | -4.1% |
| 30D | 0.0% | +18.7% | -18.7% | -8.6% |
| 3M | +13.1% | +18.1% | -5.1% | +4.2% |
| 6M | +11.7% | -1.1% | +12.8% | +12.5% |
| YTD | -26.1% | -19.8% | -6.3% | -17.9% |
| 1Y | -21.3% | -34.3% | +13.1% | -4.4% |
| 3Y | -46.7% | -8.2% | -38.5% | -45.9% |
| 5Y | -40.5% | -25.4% | -15.1% | -34.9% |
| All | +104.1% | +115.8% | -11.7% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling